Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
21.12.2018 | 2.15% | 0.92 | 0.94 | 20'000 | 20'000 | 20'000 | 20'000 | 18'371 | 18'771 | 100.00% | 100.00% |
20.12.2018 | 1.79% | 0.90 | 0.91 | 80'000 | 80'000 | 35'468 | 35'468 | 30'297 | 30'758 | 98.16% | 98.16% |
19.12.2018 | 1.93% | 0.77 | 0.78 | 80'000 | 80'000 | 35'411 | 35'411 | 27'562 | 28'024 | 98.16% | 98.16% |
18.12.2018 | 1.93% | 0.78 | 0.79 | 80'000 | 80'000 | 35'428 | 35'428 | 27'843 | 28'304 | 98.68% | 98.68% |
17.12.2018 | 2.13% | 0.73 | 0.74 | 80'000 | 80'000 | 35'491 | 35'491 | 25'960 | 26'423 | 97.59% | 97.59% |
14.12.2018 | 2.07% | 0.69 | 0.70 | 80'000 | 80'000 | 35'299 | 35'299 | 25'643 | 26'104 | 99.04% | 99.04% |
13.12.2018 | 2.43% | 0.67 | 0.68 | 80'000 | 80'000 | 35'392 | 35'392 | 22'510 | 22'971 | 98.67% | 98.67% |
12.12.2018 | 2.48% | 0.57 | 0.58 | 80'000 | 80'000 | 35'559 | 35'559 | 21'185 | 21'647 | 97.43% | 97.43% |
11.12.2018 | 2.63% | 0.64 | 0.65 | 80'000 | 80'000 | 35'455 | 35'455 | 20'631 | 21'094 | 97.04% | 97.04% |